-6.4%
ICE vs PSA
+7.3%
-13.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -0.7% | -3.7% | +3.0% | +0.2% |
| 30D | +7.6% | -7.7% | +15.4% | +9.5% |
| 3M | +13.9% | -0.6% | +14.5% | +14.2% |
| 6M | -2.4% | -0.9% | -1.4% | -1.9% |
| YTD | +0.3% | +18.7% | -18.4% | -4.9% |
| 1Y | -6.4% | +7.6% | -14.1% | -9.0% |
| All | -6.4% | +7.3% | -13.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling